+119.7%
DVN vs FLUT
-51.5%
+171.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -0.1% | -2.6% | +2.5% | +0.2% |
| 30D | +8.0% | +5.4% | +2.6% | +7.0% |
| 3M | +11.9% | -10.8% | +22.7% | +13.2% |
| 6M | +10.6% | -9.2% | +19.8% | +11.2% |
| YTD | +35.4% | -53.8% | +89.2% | +50.4% |
| 1Y | +46.5% | -66.0% | +112.4% | +70.5% |
| 3Y | +3.0% | -44.7% | +47.6% | +9.3% |
| All | +119.7% | -51.5% | +171.2% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling